Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49050.69 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44881.99 Kr¶

PnL: ---------------------------------------> -66.01 Kr¶

DD now: ---------------------------------> -7.661 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:30:53.586423'

Anic Portfolio¶

Today¶

Return: -0.512 %¶

This Week¶

Return: -0.512 %¶

Total portfolio value¶

Return including deposits: 60.579 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.280000 1661.940000 194.400000 13.250000 1467.540000
Sedana Medical 93 2.070000 2566.800000 52.080000 2.070000 2514.720000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
JM 6 2.020000 879.600000 17.400000 2.020000 862.200000
Catena 2 1.570000 802.000000 12.400000 1.570000 789.600000
Platzer Fastigheter Holding B 12 1.250000 970.800000 12.000000 1.250000 958.800000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Atrium Ljungberg B 5 1.230000 944.500000 11.500000 1.230000 933.000000
Sagax B 4 0.990000 860.400000 8.400000 0.990000 852.000000
Orrön Energy 180 0.260000 2045.700000 8.100000 0.400000 2037.600000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
Biotage 7 0.450000 943.600000 4.200000 0.450000 939.400000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
ASSA ABLOY B 3 0.310000 779.400000 2.400000 0.310000 777.000000
Hexatronic Group 12 0.170000 966.240000 1.680000 0.170000 964.560000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
AcadeMedia 8 -0.300000 401.600000 0.400000 0.100000 401.200000
Bilia A 8 -0.270000 896.800000 -0.800000 -0.090000 897.600000
EQT 4 -0.190000 828.000000 -1.600000 -0.190000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.430000 934.000000 -4.000000 -0.430000 938.000000
Addnode Group B 11 -0.540000 913.550000 -4.950000 -0.540000 918.500000
Byggmax Group 33 -0.620000 948.420000 -5.940000 -0.620000 954.360000
Alimak Group 11 -1.070000 916.300000 -9.900000 -1.070000 926.200000
OX2 13 -1.230000 936.000000 -11.700000 -1.230000 947.700000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Vitec Software Group B 2 -3.140000 1050.000000 -34.000000 -3.140000 1084.000000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Indutrade 5 -3.580000 1171.000000 -43.500000 -3.580000 1214.500000
Bufab 3 -4.500000 1056.600000 -49.800000 -4.500000 1106.400000
Hexagon B 26 -1.510000 3399.500000 -52.000000 -1.510000 3451.500000
BHG Group 97 -5.930000 1369.640000 -85.360000 -5.870000 1455.000000
TOTAL 44881.990000 -66.010000 -7.66121% 44948.000000

Updated:¶

'2023-07-03 16:31:10.636965'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶